Jane Street Portfolio holdings
Jane Street Group, founded in 2000 by Tim Reynolds, Rob Granieri, Marc Gerstein, and Michael Jenkins, is a New York City-based quantitative trading firm renowned for its technological prowess and collaborative problem-solving culture. Specializing in liquidity provision and market-making, it trades a vast array of financial products—including equities, bonds, options, and ETFs—across over 200 venues in 45 countries, handling trillions in securities annually. The firm, which employs over 2,600 people across offices in New York, London, Hong Kong, Amsterdam, Chicago, and Singapore, leverages advanced algorithms and a nearly 70-million-line OCaml codebase to dominate markets, notably ETFs, where it plays a critical role as an authorized participant. With net trading revenues exceeding $10 billion annually in recent years, including a record $10.6 billion in 2023, Jane Street has emerged as a secretive yet powerful force in global finance, outpacing traditional Wall Street giants like Goldman Sachs in trading profitability.
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Vanguard FTSE Emerging Markets ETF
VWO
|
+$333M |
| 2 |
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
|
+$254M |
| 3 |
Schwab Short-Term US Treasury ETF
SCHO
|
+$236M |
| 4 |
iShares MSCI Emerging Markets ETF
EEM
|
+$235M |
| 5 |
iShares 0-1 Year Treasury Bond ETF
SHV
|
+$233M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares Core MSCI EAFE ETF
IEFA
|
+$378M |
| 2 |
iShares Core US Aggregate Bond ETF
AGG
|
+$305M |
| 3 |
State Street SPDR Bloomberg High Yield Bond ETF
JNK
|
+$185M |
| 4 |
iShares 1-3 Year Treasury Bond ETF
SHY
|
+$181M |
| 5 |
iShares Broad USD Investment Grade Corporate Bond ETF
USIG
|
+$165M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 1.45% |
| 2 | Consumer Discretionary | 1.44% |
| 3 | Technology | 1.31% |
| 4 | Healthcare | 1.15% |
| 5 | Communication Services | 0.88% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
1051
CALL
Yum! Brands
YUM
$41.8B
| $4.67M | 0.01% |
41,200
+36,700
| +816% | +$4.19M |
|
1052
Penske Automotive Group
PAG
$14.3B
| $4.66M | 0.01% |
98,611
+24,548
| +33% | +$1.11M |
|
1053
Ferrari
RACE
$69.2B
| $4.65M | 0.01% |
30,179
-47,762
| -61% | -$7.62M |
|
1054
Stanley Black & Decker
SWK
$14.3B
| $4.62M | 0.01% |
32,016
+7,302
| +30% | +$1.03M |
|
1055
PUT
MarketAxess Holdings
MKTX
$5.71B
| $4.62M | 0.01% |
+14,100
| New | +$5.05M |
|
1056
Invesco S&P 500 Quality ETF
SPHQ
$19.4B
| $4.6M | 0.01% |
137,282
+81,083
| +144% | +$2.7M |
|
1057
PUT
Wayfair
W
$11.2B
| $4.6M | 0.01% |
41,000
+17,100
| +72% | +$2.19M |
|
1058
CALL
Linde
LIN
$221B
| $4.59M | 0.01% |
23,700
+19,800
| +508% | +$3.84M |
|
1059
CALL
Dollar Tree
DLTR
$24.4B
| $4.59M | 0.01% |
40,200
+4,900
| +14% | +$513K |
|
1060
Cheniere Energy
LNG
$55.2B
| $4.59M | 0.01% |
72,756
-45,670
| -39% | -$2.93M |
|
1061
CALL
Emerson Electric
EMR
$83.9B
| $4.59M | 0.01% |
68,600
+56,700
| +476% | +$3.56M |
|
|
QSIG
1062
WisdomTree U.S. Short Term Corporate Bond Fund
QSIG
$52.9M
| $4.59M | 0.01% |
+90,505
| New | +$4.58M |
|
|
B
1063
CALL
Barrick Mining
B
$61.5B
| $4.56M | 0.01% |
263,200
+218,900
| +494% | +$3.86M |
|
1064
PUT
Blackrock
BLK
$169B
| $4.55M | 0.01% |
10,200
-4,500
| -31% | -$2M |
|
|
AGND
1065
DELISTED
WisdomTree Trust WisdomTree Negative Duration U.S. Aggregate Bond Fund
AGND
| $4.53M | 0.01% |
111,139
+22,931
| +26% | +$943K |
|
1066
VanEck IG Floating Rate ETF
FLTR
$2.94B
| $4.52M | 0.01% |
179,251
-390,394
| -69% | -$9.84M |
|
1067
Pearson
PSO
$10.2B
| $4.52M | 0.01% |
500,303
+197,794
| +65% | +$2.05M |
|
|
PXD
1068
CALL
DELISTED
Pioneer Natural Resource Co.
PXD
| $4.51M | 0.01% |
35,900
+17,700
| +97% | +$2.34M |
|
1069
PUT
Freeport-McMoran
FCX
$90B
| $4.51M | 0.01% |
471,400
+82,800
| +21% | +$850K |
|
1070
iShares MSCI Emerging Markets Asia ETF
EEMA
$833M
| $4.5M | 0.01% |
70,661
-66,846
| -49% | -$4.27M |
|
1071
PUT
Blackstone
BX
$102B
| $4.5M | 0.01% |
92,100
+85,500
| +1,295% | +$4.17M |
|
1072
Charter Communications
CHTR
$17.3B
| $4.49M | 0.01% |
10,887
+1,112
| +11% | +$449K |
|
1073
CALL
Direxion Daily Energy Bull 2X ETF
ERX
$238M
| $4.49M | 0.01% |
28,790
-38,380
| -57% | -$6.46M |
|
|
KL
1074
DELISTED
Kirkland Lake Gold Ltd Ordinary
KL
| $4.49M | 0.01% |
100,079
+53,812
| +116% | +$2.46M |
|
1075
JPMorgan Diversified Return International Equity ETF
JPIN
$368M
| $4.48M | 0.01% |
84,329
-283,890
| -77% | -$15.1M |
|
Similar funds
Jane Street's Q3 2019 Portfolio in Review
As of Q3 2019, Jane Street held 6,276 positions worth $60.6B, up 7.1% from $56.6B the previous quarter. Its ten largest holdings account for 26% of the portfolio.
Jane Street deployed $4.81B of net new capital in Q3 2019, opening 1,218 new positions and adding to 1,833 existing holdings. Its largest new stake was Restaurant Brands International: 1,228,839 shares worth $87.4M.
By sector, the portfolio is most concentrated in Financials at 1.4% of assets, up from 1.3% a quarter earlier, followed by Consumer Discretionary and Technology.
On the sell side, the largest reduction was iShares Core MSCI EAFE ETF, an estimated $378M trimmed.
- Jane Street's largest Q3 2019 buy was Restaurant Brands International: 1,228,839 shares worth $87.4M.
- Jane Street added most to Vanguard FTSE Emerging Markets ETF in Q3 2019, an estimated $333M increase.
- Jane Street's biggest Q3 2019 reduction was iShares Core MSCI EAFE ETF, cutting an estimated $378M.
- Jane Street fully exited Invesco Senior Loan ETF in Q3 2019, selling an estimated $95M.
- Jane Street's ten largest holdings make up 26% of its $60.6B portfolio in Q3 2019.
- Jane Street opened 1,218 new positions and closed 1,283 in Q3 2019.
- Jane Street's portfolio value rose 7.1% quarter-over-quarter to $60.6B.
Based on Jane Street's 13F filing for Q3 2019, filed 14 Nov 2019.